GadsdenA Etf Alpha and Beta Analysis

GDMA -  USA Etf  

USD 31.92  0.19  0.59%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GadsdenA DynamicA Multi. It also helps investors analyze the systematic and unsystematic risks associated with investing in GadsdenA DynamicA over a specified time horizon. Remember, high GadsdenA DynamicA's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check GadsdenA DynamicA Backtesting, Portfolio Optimization, GadsdenA DynamicA Correlation, GadsdenA DynamicA Hype Analysis, GadsdenA DynamicA Volatility, GadsdenA DynamicA History and analyze GadsdenA DynamicA Performance.

GadsdenA Beta 

 
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Please note that although GadsdenA DynamicA alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, GadsdenA DynamicA did 0.005934  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of GadsdenA DynamicA Multi etf's relative risk over its benchmark. GadsdenA DynamicA Multi has a beta of 0.72  . Let's try to break down what GadsdenA's beta means in this case. As returns on the market increase, GadsdenA DynamicA returns are expected to increase less than the market. However, during the bear market, the loss on holding GadsdenA DynamicA will be expected to be smaller as well.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

GadsdenA DynamicA Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GadsdenA DynamicA market risk premium is the additional return an investor will receive from holding GadsdenA DynamicA long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in GadsdenA DynamicA. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate GadsdenA DynamicA's performance over market.
α-0.0059   β0.72
90 days against DJI

GadsdenA DynamicA expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of GadsdenA DynamicA's Buy-and-hold return. Our buy-and-hold chart shows how GadsdenA DynamicA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

GadsdenA DynamicA Market Price Analysis

Market price analysis indicators help investors to evaluate how GadsdenA DynamicA etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GadsdenA DynamicA shares will generate the highest return on investment. By understating and applying GadsdenA DynamicA etf market price indicators, traders can identify GadsdenA DynamicA position entry and exit signals to maximize returns.

GadsdenA DynamicA Return and Market Media

The median price of GadsdenA DynamicA for the period between Sat, Jul 24, 2021 and Fri, Oct 22, 2021 is 31.9 with a coefficient of variation of 1.24. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 31.82, and mean deviation of 0.33. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 

About GadsdenA DynamicA Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in GadsdenA DynamicA Multi has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

GadsdenA DynamicA Investors Sentiment

The influence of GadsdenA DynamicA's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in GadsdenA. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - GDMA

GadsdenA DynamicA Multi Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in GadsdenA DynamicA Multi. What is your judgment towards investing in GadsdenA DynamicA Multi? Are you bullish or bearish?
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Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check GadsdenA DynamicA Backtesting, Portfolio Optimization, GadsdenA DynamicA Correlation, GadsdenA DynamicA Hype Analysis, GadsdenA DynamicA Volatility, GadsdenA DynamicA History and analyze GadsdenA DynamicA Performance. Note that the GadsdenA DynamicA Multi information on this page should be used as a complementary analysis to other GadsdenA DynamicA's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Transaction History module to view history of all your transactions and understand their impact on performance.

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When running GadsdenA DynamicA Multi price analysis, check to measure GadsdenA DynamicA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GadsdenA DynamicA is operating at the current time. Most of GadsdenA DynamicA's value examination focuses on studying past and present price action to predict the probability of GadsdenA DynamicA's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GadsdenA DynamicA's price. Additionally, you may evaluate how the addition of GadsdenA DynamicA to your portfolios can decrease your overall portfolio volatility.
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GadsdenA DynamicA technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of GadsdenA DynamicA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GadsdenA DynamicA trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...